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GQGPX vs. DFAI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

GQGPX vs. DFAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GQG Partners Emerging Markets Equity Fund (GQGPX) and Dimensional International Core Equity Market ETF (DFAI). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-6.77%
-0.69%
GQGPX
DFAI

Returns By Period

The year-to-date returns for both stocks are quite close, with GQGPX having a 6.60% return and DFAI slightly lower at 6.28%.


GQGPX

YTD

6.60%

1M

-4.17%

6M

-6.77%

1Y

15.00%

5Y (annualized)

7.89%

10Y (annualized)

N/A

DFAI

YTD

6.28%

1M

-1.78%

6M

-0.69%

1Y

12.88%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


GQGPXDFAI
Sharpe Ratio0.921.04
Sortino Ratio1.281.48
Omega Ratio1.201.18
Calmar Ratio0.801.69
Martin Ratio3.544.91
Ulcer Index4.23%2.63%
Daily Std Dev16.30%12.42%
Max Drawdown-34.66%-27.44%
Current Drawdown-11.30%-6.83%

Compare stocks, funds, or ETFs

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GQGPX vs. DFAI - Expense Ratio Comparison

GQGPX has a 1.22% expense ratio, which is higher than DFAI's 0.18% expense ratio.


GQGPX
GQG Partners Emerging Markets Equity Fund
Expense ratio chart for GQGPX: current value at 1.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.22%
Expense ratio chart for DFAI: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Correlation

-0.50.00.51.00.7

The correlation between GQGPX and DFAI is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

GQGPX vs. DFAI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GQG Partners Emerging Markets Equity Fund (GQGPX) and Dimensional International Core Equity Market ETF (DFAI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for GQGPX, currently valued at 0.92, compared to the broader market-1.000.001.002.003.004.005.000.921.04
The chart of Sortino ratio for GQGPX, currently valued at 1.28, compared to the broader market0.005.0010.001.281.48
The chart of Omega ratio for GQGPX, currently valued at 1.20, compared to the broader market1.002.003.004.001.201.18
The chart of Calmar ratio for GQGPX, currently valued at 0.80, compared to the broader market0.005.0010.0015.0020.000.801.69
The chart of Martin ratio for GQGPX, currently valued at 3.54, compared to the broader market0.0020.0040.0060.0080.00100.003.544.91
GQGPX
DFAI

The current GQGPX Sharpe Ratio is 0.92, which is comparable to the DFAI Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of GQGPX and DFAI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.92
1.04
GQGPX
DFAI

Dividends

GQGPX vs. DFAI - Dividend Comparison

GQGPX's dividend yield for the trailing twelve months is around 2.38%, less than DFAI's 2.47% yield.


TTM2023202220212020201920182017
GQGPX
GQG Partners Emerging Markets Equity Fund
2.38%2.53%5.52%2.27%0.15%2.39%0.59%0.17%
DFAI
Dimensional International Core Equity Market ETF
2.47%2.64%2.72%2.06%0.09%0.00%0.00%0.00%

Drawdowns

GQGPX vs. DFAI - Drawdown Comparison

The maximum GQGPX drawdown since its inception was -34.66%, which is greater than DFAI's maximum drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for GQGPX and DFAI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-11.30%
-6.83%
GQGPX
DFAI

Volatility

GQGPX vs. DFAI - Volatility Comparison

GQG Partners Emerging Markets Equity Fund (GQGPX) has a higher volatility of 8.71% compared to Dimensional International Core Equity Market ETF (DFAI) at 3.51%. This indicates that GQGPX's price experiences larger fluctuations and is considered to be riskier than DFAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
8.71%
3.51%
GQGPX
DFAI